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A taxonomy of potential contri...
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Estimation
Theorie
324
Theory
324
Volatility
126
Volatilität
126
Denmark
86
Dänemark
86
Welfare state
58
Sozialstaat
57
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55
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54
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53
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53
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48
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48
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45
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44
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44
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43
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43
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43
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41
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40
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40
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40
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40
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39
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39
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39
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39
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38
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38
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38
Time series analysis
38
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38
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38
Zeitreihenanalyse
38
Forecasting model
37
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37
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36
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19
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11
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Book / Working Paper
23
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22
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Aufsatz in Zeitschrift
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Arbeitspapier
17
Working Paper
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16
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1
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English
45
Author
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Andersen, Torben
37
Bollerslev, Tim
17
Diebold, Francis X.
12
Todorov, Viktor
12
Andersen, Torben M.
7
Christoffersen, Peter F.
5
Thyrsgaard, Martin
5
Fusari, Nicola
4
Wu, Jin
4
Lund, Jesper
3
Varneskov, Rasmus Tangsgaard
3
Benzoni, Luca
2
Labys, Paul
2
Maibom, Jonas
2
Meddahi, Nour
2
Strøm Kristoffersen, Mark
2
Svarer, Michael
2
Tryggvi Þor Herbertsson
2
Barth, Erling
1
Bondarenko, Oleg
1
Dobrev, Dobrislav
1
Groves, Kevin
1
Hanssen, F. Andrew
1
Li, Yingying
1
Moene, Karl Ove
1
Paik, Yongsun
1
Riva, Raul
1
Schaumburg, Ernst
1
Tauchen, George Eugene
1
Ubukata, Masato
1
Vance, Charles
1
Wu, Jin (Ginger)
1
Zhou, Bo
1
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Forschungsinstitut zur Zukunft der Arbeit
1
National Bureau of Economic Research
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
8
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
5
CFS working paper series
2
Discussion paper series / IZA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
Applied economics
1
CREATES research paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Danmarks Nationalbank working papers
1
Discussion paper / Centre for Economic Policy Research
1
Economic inquiry : journal of the Western Economic Association International
1
Global COE Hi-Stat discussion paper series
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business ethics : JOBE
1
Journal of financial economics
1
NBER working paper series
1
Nordic economic policy review
1
Oxford economic papers
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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ECONIS (ZBW)
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1
Linking linear/nonlinear thinking style balance and managerial ethical decision-making
Groves, Kevin
;
Vance, Charles
;
Paik, Yongsun
- In:
Journal of business ethics : JOBE
80
(
2008
)
2
,
pp. 305-325
Persistent link: https://www.econbiz.de/10003732256
Saved in:
2
Has discrimination lessened over time? : A test using baseball's all-star vote
Hanssen, F. Andrew
;
Andersen, Torben
- In:
Economic inquiry : journal of the Western Economic …
37
(
1999
)
2
,
pp. 326-352
Persistent link: https://www.econbiz.de/10001399475
Saved in:
3
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
4
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
5
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
6
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
7
Measuring globalization
Andersen, Torben M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001775727
Saved in:
8
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
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